Add training workflow, datasets, and runbook

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+Cl,opter 32: Structured Products 
+Option 
+5-year call, strike = 10 
+5-year call, strike = 25 
+Theoretical Price 
+7.30 
+3.70 
+611 
+Thus, the value of the bull spread would be approximately 3.60 (7.30 minus 
+3.70). The structured product would then be worth 13.60- the base price of 10, plus 
+the value of the spread: 
+"Theoretical" cash value= 10 + 3.60 - Cost of carry= 13.60 - Cost of carry 
+It may seem strange to say that the value of the structured product is actually 
+less than the cash value, but that is what the call feature does: It reduces the worth 
+of the structured product to values below what the cash value formula would indi­
+cate. 
+Given this information, we can predict where the structured product would trade at 
+any price or at any time prior to maturity. Let's look at a more extreme example, then, 
+one in which the Internet index has a tremendously big run to the upside. 
+Example: Suppose that the Internet index has risen to 525 with four years of life 
+remaining until maturity of the structured product. This is well above the index­
+equivalent call price of 375. Again, it is first necessary to translate the index price 
+back to an equivalent price of the structured product, using either percentage gains 
+or the cash value formula: 
+Cash value = 10 x (525/ 150) = 35 
+Again, using the Black-Scholes model, we can determine the following theo­
+retical values: 
+Underlying price: 35 
+Option 
+3-year c~strike = 10 
+3-year call, strike = 25 
+Theoretical Price 
+25.50 
+14.70 
+Now, the value of the bull spread is 10.80 (25.50 minus 14.70). The deepest in­
+the-money option is trading near parity, but the (written) option is only 10 points in­
+the-money and thus has quite a bit of time value premium remaining, since there are 
+three years of life left: 
+"Theoretical" cash value = 10 + 10.80 = 20.80 - Cost of carry